+26.4%
DDOG vs LTH
+183.0%
-156.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -16.9% | +7.0% | -23.9% | -19.3% |
| 30D | -38.8% | +15.4% | -54.2% | -42.3% |
| 3M | -23.2% | +7.0% | -30.2% | -26.0% |
| 6M | -10.3% | +46.9% | -57.1% | -23.9% |
| YTD | +32.1% | +76.4% | -44.3% | +1.5% |
| 1Y | -6.1% | +83.7% | -89.8% | -29.3% |
| 3Y | +79.2% | +248.9% | -169.7% | -6.2% |
| 5Y | -8.6% | +141.8% | -150.4% | -51.3% |
| All | +26.4% | +183.0% | -156.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling